+8.3%
BITO vs HPQ
+79.8%
-71.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -1.3% |
| 7D | -5.8% | +3.5% | -9.3% | -5.6% |
| 30D | +21.1% | +13.7% | +7.4% | +22.1% |
| 3M | +23.5% | +33.9% | -10.4% | +24.7% |
| 6M | +8.3% | +80.9% | -72.6% | +14.4% |
| All | +8.3% | +79.8% | -71.5% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded HPQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling